+3,339.2%
TRMB vs FHN
+1,863.6%
+1,475.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -2.5% | +1.2% | -3.7% | -2.9% |
| 30D | +1.5% | -4.7% | +6.2% | +3.0% |
| 3M | +6.8% | +3.5% | +3.2% | +5.4% |
| 6M | -14.9% | +7.8% | -22.8% | -17.2% |
| YTD | -24.1% | +5.9% | -30.0% | -25.8% |
| 1Y | -25.4% | +12.5% | -37.9% | -28.7% |
| 3Y | +8.0% | +117.2% | -109.2% | -16.7% |
| 5Y | -37.3% | +86.5% | -123.9% | -52.6% |
| 10Y | +116.8% | +125.7% | -8.9% | +44.1% |
| All | +3,339.2% | +1,863.6% | +1,475.6% | +883.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling